CME is pleased to announce an enhancement to the hosted optimization workflow in CME CORE API. The enhancement supports the CME-FICC Cross-margin Program and introduces a new daily process that provides post-trade allocation instructions that result in margin offsets in portfolios that contain a combination of CME treasury futures and related cash positions held at the Fixed Income Clearing Corporation. This new feature is now available in CORE’s Margin Service API in the test (UT) environment for entitled users. Production environment availability is expected in early 2026; a production advisory is forthcoming.
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